/*
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: email@christianfries.com.
 *
 * Created on 02.03.2014
 */

package net.finmath.marketdata.products;

import java.util.ArrayList;
import java.util.Collections;
import java.util.List;
import java.util.stream.IntStream;

import net.finmath.marketdata.model.AnalyticModelInterface;

/**
 * Implements the valuation of a portfolio of products implementing
 * AnalyticProductInterface.
 * 
 * @author Christian Fries
 */
public class Portfolio extends AbstractAnalyticProduct implements AnalyticProductInterface {

	private ArrayList	products;
	private ArrayList					weights;

	/**
	 * Create a portfolio of products implementing
	 * AnalyticProductInterface. The portfolio consists
	 * of an array of products and a corresponding array of weights.
	 * The value of the portfolio is given by the sum over
	 * 
	 * 	weights[i] * products.get(i).getValue(evaluationTime, model)
	 * 
	 * 
	 * Note that a product in the array of products may itself be
	 * a Portfolio (hence you may easily combine portfolios).
	 * 
	 * @param products Array of products implementing AnalyticProductInterface.
	 * @param weights Array of weights used in the valuation as a multiplicator.
	 */
	public Portfolio(List products, List weights) {
		super();
		this.products = new ArrayList();
		this.weights = new ArrayList();
		this.products.addAll(products);
		this.weights.addAll(weights);
	}

	/**
	 * Create a portfolio of products implementing
	 * AnalyticProductInterface. The portfolio consists
	 * of an array of products and a corresponding array of weights.
	 * The value of the portfolio is given by the sum over
	 * 
	 * 	weights[i] * products.get(i).getValue(evaluationTime, model)
	 * 
	 * 
	 * The portfolio is created by taking all products and weights of a given portfolio
	 * and adding other given products and weights.
	 * 
	 * @param portfolio A given portfolio, which will become part of this portfolio.
	 * @param products Array of products implementing AnalyticProductInterface.
	 * @param weights Array of weights used in the valuation as a multiplicator.
	 */
	public Portfolio(Portfolio portfolio, List products, List weights) {
		super();
		this.products = new ArrayList();
		this.weights = new ArrayList();
		this.products.addAll(portfolio.getProducts());
		this.weights.addAll(portfolio.getWeights());
		this.products.addAll(products);
		this.weights.addAll(weights);
	}

	/**
	 * Create a portfolio consisting of a single product with a given weight.
	 * 
	 * @param product A product, implementing  implementing AnalyticProductInterface.
	 * @param weight A weight used in the valuation as a multiplicator.
	 */
	public Portfolio(AnalyticProductInterface product, double weight) {
		super();
		this.products = new ArrayList();
		this.weights = new ArrayList();
		this.products.add(product);
		this.weights.add(weight);
	}

	/**
	 * Create a portfolio of products implementing
	 * AnalyticProductInterface.
	 * 
	 * The value of the portfolio is given by the sum over
	 * 
	 * 	products.get(i).getValue(evaluationTime, model)
	 * 
	 * 
	 * Note that a product in the array of products may itself be
	 * a Portfolio (hence you may easily combine portfolios).
	 * 
	 * @param products Array of products implementing AnalyticProductInterface.
	 */
	public Portfolio(List products) {
		this(products, Collections.nCopies(products.size(), new Double(1.0)));
	}

	@Override
	public double getValue(final double evaluationTime, final AnalyticModelInterface model) {
		return IntStream.range(0, products.size()).parallel().mapToDouble(
				i -> weights.get(i) * products.get(i).getValue(evaluationTime, model)
				).sum();
	}

	/**
	 * Returns the list of products as an unmodifiable list.
	 * Calling add on this list will result in an {@link UnsupportedOperationException}.
	 * 
	 * @return The list of products as an unmodifiable list.
	 */
	public List getProducts() {
		return Collections.unmodifiableList(products);
	}

	/**
	 * Returns the list of weights as an unmodifiable list.
	 * Calling add on this list will result in an {@link UnsupportedOperationException}.
	 * 
	 * @return The list of weights as an unmodifiable list.
	 */
	public List getWeights() {
		return Collections.unmodifiableList(weights);
	}
}